| 公開日期 | 題名 | 作者 | 關聯 | scopus | WOS | 全文 |
| 2005 | Accelerating diffusions | Hwang, Chii-Ruey ; Hwang-Ma, S. -Y.; Sheu, S. -J. | ANNALS OF APPLIED PROBABILITY 15(2), 1433-1444 | | | |
| 1993 | Accelerating Gaussian diffusions | Hwang, Chii-Ruey ; Hwang-Ma, S. -Y.; Sheu, Shuenn-Jyi | Ann. Applied Probab. 3(3), 897-913 | | | |
| 1997 | Asymptotics for the principal eigenvalue and eigen function of a nearly first order operator with large potential | Fleming, Wendell H.; Sheu, Shuenn-Jyi | Ann. Probab. 25(4), 1953-1994 | | | |
| 2009 | Asymptotics of the Probability Minimizing a “Down-side” Risk | Hata, Hiroaki; Nagai, Hideo; Sheu, Shuenn-Jyi | ANNALS OF APPLIED PROBABILITY 25(1), 52-89 | | | |
| 1994 | Brownian motion on pseudohermitian manifolds | Cheng, Jih-Hsin ; Sheu, Shuenn-Jyi | incomplete draft | | | |
| 2005 | Differential games of inf-sup type and Issacs equations | Kaise, Hidehiro; Sheu, Shuenn-Jyi | Applied Mathematics and Optimization 52(1), 1-22 | | | |
| 1987 | Diffusion for Global Optimization in $\mathbb{R}^n $ | Chiang, Tzuu-Shuh ; Hwang, Chii-Ruey ; Sheu, Shuenn-Jyi | SIAM Journal on Control and Optimization 25(3), 737-753 | | | |
| 2000 | Diffusion processes on graphs: stochastic differential equations, large deviation principle | Freidlin, M.; Sheu, Shuenn-Jyi | Probability Theory and Related Fields 116(2), 181-220 | | | |
| 2008 | Down-Side Risk Probability Minimization Problem for a Multidimensional Model with Stochastic Volatility | Sheu, Shuenn-Jyi ; Hata, H. | Down-Side Risk Probability Minimization Problem for a Multidimensional Model with Stochastic Volatility | | | |
| 2009 | Ergodic type of Bellman equations of first order with quadratic Hamiltonian | Kaise, H.; Sheu, Shuenn-Jyi | APPLIED MATHEMATICS AND OPTIMIZATION 59(1), 37-73 | | | |
| 2004 | Evaluation of large time expectations for diffusion processes | Kaise, H.; Sheu, Shuenn-Jyi | preprint. | | | |
| - | Fluctuation of diffusion processes | Chiang, Tzuu-Shuh ; Sheu, S. J. | in preparation. | | | |
| 2009 | Hamilton-Jacobi-Bellman equation of an optimal consumption problem | Sheu, Shuenn-Jyi | Hamilton-Jacobi-Bellman equation of an optimal consumption problem, ( ), 0-0 | | | |
| 2001 | Large deviation of diffusion processes with discontinuous drift | Chiang, Tzuu-Shuh ; Sheu, S. J. | Stochastic Analysis and Related Topics VII, The Silivri Workshop. Birkhauser, 159-175 | | | |
| 2000 | Large deviation of diffusion processes with discontinuous drift and their occupation times. | Chiang, Tzuu-Shuh ; Sheu, Shuenn-Jyi | Ann. of Probab. 28, 140-165 | | | |
| 1997 | Large deviation of small perturbation of some unstalbe systems | Chiang, Tzuu-Shuh ; Sheu, Shuenn-Jyi | Journal of Stochastcic Analysis and Applications 15(1), 31-50 | | | |
| 1988 | Large deviation of some infinite-dimensional markov processes | Chiang, Tzuu-Shuh ; Sheu, Shuenn-Jyi | Stochastics 23(2), 159-178 | | | |
| 2009 | Max-plus stochastic control and risk senstitivity | Sheu, Shuenn-Jyi ; Fleming, W. H.; Hata, H. | Max-plus stochastic control and risk senstitivity, ( ), 0-0 | | | |
| 1985 | On the eigenvalues and eigenfunctions of a singular perturbated integral equation | Chow, Yunshyong ; Sheu, Shuenn-Jyi | J. Integral Equations 9(3), 199-212 | | | |
| 1998 | On the Geometrical Convergence of Gibbs Sampler inRd | Hwang, Chii-Ruey ; Sheu, Shuenn-Jyi | J. Multivariate Analysis 66(1), 22-37 | | | |
